Details about Hwan-sik Choi

Access statistics for papers by Hwan-sik Choi.

Last updated 2019-10-30. Update your information in the RePEc Author Service.

Short-id: pch978

Working Papers

2009

1. Geometry of the Log-Likelihood Ratio Statistic in Misspecified Models
   Working Papers, Cornell University, Center for Analytic Economics

2007

2. Development and Validation of Credit-Scoring Models
   Working Papers, Cornell University, Center for Analytic Economics View citations (1)

Journal Articles

2016

1. Information theory for maximum likelihood estimation of diffusion models
   Journal of Econometrics, 2016, 191, (1), 110-128

2014

2. An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
   Journal of Econometrics, 2014, 178, (P3), 539-557 View citations (3)

2010

3. Improving robust model selection tests for dynamic models
   Econometrics Journal, 2010, 13, (2), 177-204 View citations (10)

2008

4. Robust Nonnested Testing and the Demand for Money
   Journal of Business & Economic Statistics, 2008, 26, 9-17 View citations (3)

2005

5. Software evaluation: EasyReg International
   International Journal of Forecasting, 2005, 21, (3), 609-616 View citations (5)